Summary
CGIC
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 23.21% Volatility 17.02% Sharpe 1.52
Official loaded data — not a live quote.

CAPITAL GROUP INTERNATIONAL CORE EQUITY ETF SHARE CLASS

Symbol: CGIC

Exchange: NYSE

Sector: Technology

Category: Foreign Large Blend

Inception date: 25/06/2024

Latest date: 17/07/2026

Current price: $35.30

Expense ratio: 0.54%

Assets under management
$2.1B
0.65% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-2.68%

Ann. -49.44% (Sharpe / Sortino numerator)

Volatility

26.44%

Sharpe ratio

-2.008

VaR 95%

-2.81%

CVaR 95%: -3.16%
Max drawdown: -7.25%
Sortino ratio: -3.002
Calmar ratio: -6.82

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

0.53%

Ann. 2.48% (Sharpe / Sortino numerator)

Volatility

19.55%

Sharpe ratio

-0.059

VaR 95%

-2.15%

CVaR 95%: -2.75%
Max drawdown: -11.36%
Sortino ratio: -0.079
Calmar ratio: 0.22

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

6.23%

Ann. 16.05% (Sharpe / Sortino numerator)

Volatility

16.09%

Sharpe ratio

0.772

VaR 95%

-1.80%

CVaR 95%: -2.39%
Max drawdown: -11.36%
Sortino ratio: 1.022
Calmar ratio: 1.41

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

23.21%

Ann. 29.45% (Sharpe / Sortino numerator)

Volatility

17.02%

Sharpe ratio

1.517

VaR 95%

-1.44%

CVaR 95%: -2.51%
Max drawdown: -11.36%
Sortino ratio: 1.848
Calmar ratio: 2.59

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

43.80%

Ann. 24.50% (Sharpe / Sortino numerator)

Volatility

16.38%

Sharpe ratio

1.277

VaR 95%

-1.59%

CVaR 95%: -2.25%
Max drawdown: -13.10%
Sortino ratio: 1.764
Calmar ratio: 1.87

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.089%

Best day

3.757%

08/04/2026
Worst day

-3.753%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $35.07 $35.44 $34.98 $35.30 469,600
16/07/2026 $35.54 $35.71 $35.42 $35.56 505,000
15/07/2026 $35.88 $35.93 $35.53 $35.88 389,100
14/07/2026 $35.81 $35.88 $35.70 $35.73 355,300
13/07/2026 $35.76 $35.76 $35.35 $35.43 324,300
10/07/2026 $35.96 $36.12 $35.80 $36.04 367,800
09/07/2026 $36.03 $36.17 $35.95 $36.05 394,800
08/07/2026 $35.65 $35.92 $35.44 $35.92 534,200
07/07/2026 $36.30 $36.33 $35.89 $36.04 1,033,000
06/07/2026 $36.36 $36.56 $36.34 $36.51 497,800